Measuring and predicting heterogeneous recessions

DOI10.1016/J.JEDC.2013.06.004MaRDI QIDQ1994151zbMATH OpenOpenAlexFDO

Authors Cem Çakmaklı, Richard Paap, Dick van Dijk

Publication date 1 November 2018

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL http://papers.tinbergen.nl/11154.pdf

zbMATH Keywords

Bayesian analysisbusiness cyclephase shiftsregime-switching modelsfinancial accelerator

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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Cited in

(9)

• Re-evaluating Okun's law: why all recessions and recoveries are ``different
• Duration dependence in US expansions: a re-examination of the evidence
• Forecasting a cyclical downturn (recession) in the US economy using a mathematical model of Hyman Minsky's theory of financial instability
• scientific article; zbMATH DE number 1003092 (Why is no real title available?)
• Predicting Recessions with Factor Linear Dynamic Harmonic Regressions
• The term spread as a monthly cyclical indicator: An evaluation
• Recessions and potential GDP: The case of Mexico
• scientific article; zbMATH DE number 3932800 (Why is no real title available?)
• Predicting recessions using trends in the yield spread

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